An empirical analysis of the Shanghai and Shenzhen limit order books
Year of publication: |
2013
|
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Authors: | Chung, Huimin ; Gao, Cheng ; Lu, Jie ; Mizrach, Bruce Marshall |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 34.2013, p. 37-41
|
Subject: | Limit order book | Chinese stock market | Microstructure | VAR model | Marktmikrostruktur | Market microstructure | China | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Börse | Bourse | Börsenkurs | Share price | VAR-Modell | Geld-Brief-Spanne | Bid-ask spread | Shanghai |
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